-7.4%
BITO vs PLD
+12.8%
-20.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.7% | -2.1% |
| 7D | +2.9% | -2.4% | +5.3% | +4.2% |
| 30D | +22.6% | -2.4% | +25.0% | +24.2% |
| 3M | +24.7% | -3.8% | +28.4% | +26.8% |
| 6M | +7.5% | 0.0% | +7.4% | +6.9% |
| YTD | -10.8% | +9.2% | -20.0% | -15.6% |
| 1Y | -29.9% | +25.9% | -55.8% | -38.8% |
| 3Y | +158.9% | +21.3% | +137.6% | +125.3% |
| All | -7.4% | +12.8% | -20.2% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling